Because Obviously your repository doesn't have the method OrderBy, that method belongs to the DatabaseManager Class, so instead Mock the Database Manage injecting it as paramenter, and it will look something like so:
public function it_gets_an_ordered_list_of_roles(Role $role, DatabaseManager $db)
{
$db->orderBy('id')->shouldBeCalled()->willReturn($db);
$db->lists('role', 'id')->shouldBeCalled()->willReturn([]);
$this->getList()->shouldBe([]);
}